Squarepoint Capital
Quantitative Researcher (CTA-Fixed Income Group)
Squarepoint Capital, New York, NY
Squarepoint Services US LLC seeks a full-time Quantitative Researcher for its New York, NY location.
On behalf of an investment management firm, formulate mathematical and simulation models of investment strategies, relating constants and variables, restrictions, alternatives, conflicting objectives, and numerical parameters for the enhancement of trading through computerized algorithms, as well as implementation of models. Utilize comprehensive knowledge of mathematical models and technologies, statistical techniques including regression analysis, machine learning, and statistical inference, and financial and computer skills in order to enhance investment strategies based on equities or other asset classes. Produce and implement sophisticated analyses describing new statistical effects, assessing robustness of effects, and developing new quantitative strategies making use of such effects. Perform validation and testing of both trading simulations and critical trading applications. Build applications utilizing Shell and Python to automate daily data dependency processing for trading strategies. Utilize KDB/Q and Python to analyze existing strategy behavior and propose and implement improvements. Utilize Excel/VBA mathematical models and KDB analysis tools to track market history of specific asset classes to evaluate future profit potentials and risk margins. Manage live trading automatons and perform continuous monitoring of risk related to live trading automatons. Leverage on asset-class-specific experience to find new patterns in market data and explore new methods to optimize execution costs. Utilize extensive knowledge of market structure and statistical arbitrage to improve on existing trading strategies and develop new trading strategies. Assist team's senior quantitative researcher's efforts in building, validating, releasing, and maintaining highly complex automated trading models. Pilot research projects spanning multiple teams across multiple regions to develop new mathematical models and analytical tools for critical investment decision making.
Requirements: minimum of a Master's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) or statistics field of study and 2 years of experience as a Quantitative Researcher, or related position for an investment/asset management organization. Must have at least two (2) years of employment experience with each of the following required skills: (1) Using Big Data analysis techniques to analyze alternative datasets through database management systems - PostgreSQL and BigQuery; (2) Generating trading signals using varied statistical learning techniques, such as gradient boosting algorithms, bagging methods and linear regression techniques; (3) Writing, reading and fixing Python, R and Q code; (4) Designing and maintaining end-to-end research and production pipelines to generate trading signals based on alternative datasets; (5) Maintaining production pipelines for intraday signal generation; (6) Building hedged portfolios from raw trading signals through convex portfolio optimization techniques.
Salary / Rate Minimum/yr: : $240,000
Salary / Rate Maximum/yr : $275,000
The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.
Squarepoint is an EEO/AA employer.
On behalf of an investment management firm, formulate mathematical and simulation models of investment strategies, relating constants and variables, restrictions, alternatives, conflicting objectives, and numerical parameters for the enhancement of trading through computerized algorithms, as well as implementation of models. Utilize comprehensive knowledge of mathematical models and technologies, statistical techniques including regression analysis, machine learning, and statistical inference, and financial and computer skills in order to enhance investment strategies based on equities or other asset classes. Produce and implement sophisticated analyses describing new statistical effects, assessing robustness of effects, and developing new quantitative strategies making use of such effects. Perform validation and testing of both trading simulations and critical trading applications. Build applications utilizing Shell and Python to automate daily data dependency processing for trading strategies. Utilize KDB/Q and Python to analyze existing strategy behavior and propose and implement improvements. Utilize Excel/VBA mathematical models and KDB analysis tools to track market history of specific asset classes to evaluate future profit potentials and risk margins. Manage live trading automatons and perform continuous monitoring of risk related to live trading automatons. Leverage on asset-class-specific experience to find new patterns in market data and explore new methods to optimize execution costs. Utilize extensive knowledge of market structure and statistical arbitrage to improve on existing trading strategies and develop new trading strategies. Assist team's senior quantitative researcher's efforts in building, validating, releasing, and maintaining highly complex automated trading models. Pilot research projects spanning multiple teams across multiple regions to develop new mathematical models and analytical tools for critical investment decision making.
Requirements: minimum of a Master's degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) or statistics field of study and 2 years of experience as a Quantitative Researcher, or related position for an investment/asset management organization. Must have at least two (2) years of employment experience with each of the following required skills: (1) Using Big Data analysis techniques to analyze alternative datasets through database management systems - PostgreSQL and BigQuery; (2) Generating trading signals using varied statistical learning techniques, such as gradient boosting algorithms, bagging methods and linear regression techniques; (3) Writing, reading and fixing Python, R and Q code; (4) Designing and maintaining end-to-end research and production pipelines to generate trading signals based on alternative datasets; (5) Maintaining production pipelines for intraday signal generation; (6) Building hedged portfolios from raw trading signals through convex portfolio optimization techniques.
Salary / Rate Minimum/yr: : $240,000
Salary / Rate Maximum/yr : $275,000
The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.
Squarepoint is an EEO/AA employer.